-53.8%
Z vs SSNC
+6.2%
-60.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.6% |
| 7D | -5.2% | -4.5% | -0.7% | -1.0% |
| 30D | +5.7% | -3.9% | +9.6% | +9.8% |
| 3M | -8.7% | -1.3% | -7.4% | -7.0% |
| 6M | -26.0% | +14.1% | -40.1% | -34.2% |
| YTD | -55.0% | -9.9% | -45.1% | -50.5% |
| 1Y | -58.0% | -6.2% | -51.8% | -55.4% |
| 3Y | -15.2% | +56.1% | -71.3% | -46.4% |
| 5Y | -53.8% | +5.4% | -59.2% | -60.7% |
| All | -53.8% | +6.2% | -60.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling